+1,929.4%
CLS vs EXR
+217.4%
+1,712.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.8% | -1.1% | +3.9% | +3.0% |
| 30D | -30.1% | +18.8% | -48.9% | -33.0% |
| 3M | -21.7% | +9.9% | -31.7% | -23.7% |
| 6M | -36.2% | +12.6% | -48.9% | -38.6% |
| YTD | -17.8% | +26.5% | -44.3% | -23.5% |
| 1Y | -26.8% | +24.5% | -51.3% | -31.6% |
| 3Y | +853.4% | +52.4% | +801.0% | +712.4% |
| 5Y | +2,005.0% | -1.5% | +2,006.6% | +1,915.8% |
| 10Y | +1,929.4% | +216.0% | +1,713.5% | +1,548.0% |
| All | +1,929.4% | +217.4% | +1,712.0% | +1,548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling